+23.3%
CAVA vs IBB
+57.4%
-34.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.1% | -3.5% |
| 7D | -12.4% | -5.2% | -7.2% | -9.3% |
| 30D | -11.2% | +1.5% | -12.7% | -12.3% |
| 3M | -33.8% | +22.1% | -55.9% | -42.9% |
| 6M | -32.5% | +17.7% | -50.2% | -40.5% |
| YTD | -8.0% | +20.2% | -28.2% | -20.4% |
| 1Y | -17.1% | +44.4% | -61.6% | -38.2% |
| 3Y | +37.8% | +61.1% | -23.3% | -11.6% |
| All | +23.3% | +57.4% | -34.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling